public override void EmitAsk(Ask ask)
{
// Emit ask to BuySide strategy.
base.EmitAsk(ask);
System.Collections.Generic.LinkedListNode <OrderProcessor> processorNode = processors.First;
// Send ask to order processors.
while (processorNode != null)
{
OrderProcessor processor = processorNode.Value;
processor.OnAsk(ask);
processorNode = processorNode.Next;
}
}
public override void EmitTrade(Trade trade)
{
// Emit trade to BuySide strategy.
base.EmitTrade(trade);
System.Collections.Generic.LinkedListNode <OrderProcessor> processorNode = processors.First;
// Send trade to order processors.
while (processorNode != null)
{
OrderProcessor processor = processorNode.Value;
processor.OnTrade(trade);
processorNode = processorNode.Next;
}
}
public override void EmitBid(Bid bid)
{
// Emit bid to BuySide strategy.
base.EmitBid(bid);
System.Collections.Generic.LinkedListNode <OrderProcessor> processorNode = processors.First;
// Send bid to order processors.
while (processorNode != null)
{
OrderProcessor processor = processorNode.Value;
processor.OnBid(bid);
processorNode = processorNode.Next;
}
}
protected override void OnExecutionReport(ExecutionReport report)
{
System.Collections.Generic.LinkedListNode <OrderProcessor> processorNode = processors.First;
while (processorNode != null)
{
OrderProcessor processor = processorNode.Value;
processor.OnExecutionReport(report);
if (processor.IsDone)
{
processors.Remove(processor);
}
processorNode = processorNode.Next;
}
}
